There was a lot of red on the screens today. Lumber, Cotton, Coffee were all down (good - we are short) as was Silver, Copper and Gold (bad - we are long). Bonds were up and Heating oil eked out a small gain, despite the fact that Crude was off. I guess you'd call it a mixed day.
Our TNR model was calling for a reversion day in both contracts... we were stopped out of our ES long on the morning dip, but our NQ trades did reasonably well. Net losses on the day were a total of -$130. Tomorrow we are calling for a Neutral day in NQ and a reversion day in ES.
Our open positions:
Contract | ctrcts | Open P/L | days on | Contract | ctrcts | Open P/L | days on | |
@US.P | 0 | $0 | 0 | @NG.P | 0 | $0 | 0 | |
@TY.P | -2 | -$1,263 | 29 | @KC.P | 0 | $794 | 5 | |
@FV.P | -4 | $5,238 | 86 | @SB.P | 3 | $0 | 0 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $3,025 | 38 | |
@JY.P | 0 | $0 | 0 | @GC.P | 3 | $29,790 | 185 | |
@CD.P | 3 | $4,900 | 33 | @SI.P | 1 | $13,735 | 136 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $74,475 | 253 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $2,253 | 11 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $0 | 0 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 1 | $2,706 | 39 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $135,653 | |||||||
Total Closed Trades | -$31,290 | |||||||
Total | $104,363 |
Good luck, and have a great evening!
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